I started exploring implentation of Volterra equations only recently. The iterative kernel for my problem looks like this:
$$L_i(x,y) = \int\limits_x^y L_1(y,t)L_{i-1}(t, x)dt. $$ I have been trying a straight forward implementation of this integration using Simpson's rule etc. Are there any popular smarter ways of implementing kernels of this form, instead?